-64.3%
BAX vs URA
+28.3%
-92.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.8% |
| 7D | +0.4% | +4.5% | -4.1% | -0.2% |
| 30D | +3.4% | -13.4% | +16.8% | +5.2% |
| 3M | -4.5% | -28.4% | +24.0% | -0.7% |
| 6M | +44.0% | -40.5% | +84.5% | +52.5% |
| YTD | +34.9% | -24.3% | +59.2% | +37.9% |
| 1Y | +37.9% | -28.8% | +66.7% | +41.7% |
| 3Y | -17.1% | +37.6% | -54.7% | -24.7% |
| 5Y | -64.3% | +30.7% | -95.0% | -68.7% |
| All | -64.3% | +28.3% | -92.6% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling